Stochastic exponentials and logarithms on stochastic intervals — A survey

Author:

Larsson Martin,Ruf Johannes

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference18 articles.

1. On the hedging of options on exploding exchange rates;Carr;Finance Stoch.,2014

2. On the structure of general mean-variance hedging strategies;Černý;Ann. Probab.,2007

3. Stochastic Modelling Without Brownian Motion: Simplified Calculus for Semimartingales;Černý,2018

4. Markov Processes, Brownian Motion, and Time Symmetry;Chung,2005

5. On the existence and unicity of solutions of stochastic integral equations;Doléans-Dade;Z. Wahrsch. Verw. Gebiete,1976

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